-7.3%
LEN vs DUOL
+9.2%
-16.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | -3.2% | +5.1% | -8.3% | -3.7% |
| 30D | -4.9% | +14.1% | -19.0% | -6.4% |
| 3M | -8.5% | +41.5% | -50.0% | -12.3% |
| 6M | -20.7% | +60.6% | -81.3% | -25.4% |
| YTD | -17.4% | -12.0% | -5.4% | -17.2% |
| 1Y | -38.2% | -43.4% | +5.1% | -35.4% |
| 3Y | -24.9% | +3.7% | -28.6% | -31.7% |
| 5Y | -11.4% | -5.3% | -6.2% | -27.0% |
| All | -7.3% | +9.2% | -16.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling